Morgan Stanley Put 50 ABBN 21.03.2025
/ DE000MG57UB3
Morgan Stanley Put 50 ABBN 21.03..../ DE000MG57UB3 /
12/20/2024 3:38:52 PM |
Chg.+0.040 |
Bid10:00:35 PM |
Ask10:00:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+13.79% |
- Bid Size: - |
- Ask Size: - |
ABB LTD N |
50.00 CHF |
3/21/2025 |
Put |
Master data
WKN: |
MG57UB |
Issuer: |
Morgan Stanley |
Currency: |
EUR |
Underlying: |
ABB LTD N |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 CHF |
Maturity: |
3/21/2025 |
Issue date: |
6/4/2024 |
Last trading day: |
3/21/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-16.87 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.27 |
Intrinsic value: |
0.14 |
Implied volatility: |
0.25 |
Historic volatility: |
0.21 |
Parity: |
0.14 |
Time value: |
0.17 |
Break-even: |
50.58 |
Moneyness: |
1.03 |
Premium: |
0.03 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
-0.54 |
Theta: |
-0.01 |
Omega: |
-9.09 |
Rho: |
-0.08 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.330 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+92.98% |
1 Month |
|
|
+22.22% |
3 Months |
|
|
-23.26% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.165 |
1M High / 1M Low: |
0.330 |
0.156 |
6M High / 6M Low: |
0.790 |
0.156 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.223 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.221 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.370 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
303.69% |
Volatility 6M: |
|
211.54% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |